Our personality and the way we cope with stress are two factors that are important in the development of psychological distress. The current study explored the relationship between personality, coping styles and psychological distress in 201 students from the University of Canterbury. Participants completed the Temperament Character Inventory - Revised (TCI-R; Cloninger et al., 1994), the Depression Anxiety Stress Scale (DASS; S.H. Lovibond & P.F. Lovibond, 1995) and the Coping Orientation of Problem Experience (COPE; Carver, Scheier, Weintraub, 1989). The study showed that participants with high harm avoidance and low self-directedness reported increased stress, anxiety and depression, while low harm avoidance and high self-directedness appeared to be a protective factor against the development of distress. Avoidant coping was shown to be the most maladaptive coping style as it was associated with increased stress, anxiety and depression, while problem-focused coping appeared to reduce depressive symptoms. Strong associations were also found between personality and coping styles, as individuals with high reward dependence were more inclined to engage in emotion-focused coping, while high self-directed individuals engaged in more problem-focused coping. High harm avoidance was associated with avoidant coping, resulting in greater distress than either predictor alone. The current study suggests that our personality and the coping styles we employ may influence whether we experience stress, anxiety and depressive symptoms. Furthermore, the association between personality and coping styles suggests that individuals with maladaptive personalities (e.g. high harm avoidance) are at a greater risk for experiencing psychological distress as they are more likely to use a maladaptive coping style such as avoidant coping.